private void Page_Load(object sender, System.EventArgs e)
{
float Er1 = 0.0f;
float Er2 = 0.0f;
float Sd1 = 0.0f;
float Sd2 = 0.0f;
XElement ExpRet1 = null;
XElement ExpRet2 = null;
XElement StdDev1 = null;
XElement StdDev2 = null;
string ticker1 = Session["ticker1"].ToString();
string ticker2 = Session["ticker2"].ToString();
PortfolioService objectService = new PortfolioService();
string strXML = objectService.GetStockPairInformation(ticker1, ticker2);
XElement stock_record = XElement.Parse(strXML);
string strPath = Request.PhysicalApplicationPath;
stock_record.Save(strPath + "portfolio_record.xml");
// Response.Write("<a href='portfolio_record.xml'>View XML1 file</a>");
XElement isCoorelation = stock_record.Element("Coorelation");
var tickStock = from stock in stock_record.XPathSelectElements("//Stock")
select stock;
XElement isStock1 = stock_record.Element("Stock");
foreach (XElement stock in tickStock)
{
XAttribute attri1 = stock.Attribute("TickerSymbol");
if (attri1.Value.ToString().Equals(ticker1))
{
ExpRet1 = stock.Element("ExpectedReturn");
StdDev1 = stock.Element("StandarDeviation");
//Label2.Text = ExpRet1.Value.ToString();
//Label3.Text = StdDev1.Value.ToString();
}
if (attri1.Value.ToString().Equals(ticker2))
{
ExpRet2 = stock.Element("ExpectedReturn");
StdDev2 = stock.Element("StandarDeviation");
// Label4.Text = ExpRet2.Value.ToString();
//Label5.Text = StdDev2.Value.ToString();
}
}
float Corr = (float.Parse(isCoorelation.Value.ToString())) * 0.1f;
Label1.Text = Corr.ToString();
Er1 = float.Parse(ExpRet1.Value.ToString());
Er2 = float.Parse(ExpRet2.Value.ToString());
Sd1 = float.Parse(StdDev1.Value.ToString());
Sd2 = float.Parse(StdDev2.Value.ToString());
float[] W1 = new float[] { 1, .8f, .6f, .4f, .2f, 0 };
float[] W2 = new float[] { 0, .2f, .4f, .6f, .8f, 1 };
float[] Erp = new float[6];
float[] Risk = new float[6];
//float Er1 = .11f;
// float Er2 = .25f;
// float Sd1 = .15f;
// float Sd2 = .2f;
// float Corr = .3f;
TableRow tHead = new TableRow();
riskReward.Rows.Add(tHead);
TableCell weight1 = new TableCell();
TableCell weight2 = new TableCell();
TableCell risk = new TableCell();
TableCell reward = new TableCell();
weight1.Text = ticker1;
weight2.Text = ticker2;
risk.Text = "Risk";
reward.Text = "Expected Return";
tHead.Cells.Add(weight1);
tHead.Cells.Add(weight2);
tHead.Cells.Add(risk);
tHead.Cells.Add(reward);
for (int i = 0; i < 6; i++)
{
Erp[i] = (float)Math.Round((((W1[i] * Er1) + (W2[i] * Er2)) * 100), 2);
Erp[i] = (float)Math.Truncate(Erp[i]);
Risk[i] = (float)Math.Round(((Math.Sqrt((W1[i] * W1[i] * Sd1 * Sd1) + (W2[i] * W2[i] * Sd2 * Sd2) + (2 * W1[i] * W2[i] * Sd1 * Sd2 * Corr))) * 100), 2);
TableRow tRow = new TableRow();
riskReward.Rows.Add(tRow);
TableCell weightCell1 = new TableCell();
TableCell weightCell2 = new TableCell();
TableCell riskCell = new TableCell();
TableCell rewardCell = new TableCell();
weightCell1.Text = (W1[i] * 100).ToString() + "%";
weightCell2.Text = (W2[i] * 100).ToString() + "%";
riskCell.Text = Risk[i].ToString();
rewardCell.Text = Erp[i].ToString() + "%";
tRow.Cells.Add(weightCell1);
tRow.Cells.Add(weightCell2);
tRow.Cells.Add(riskCell);
tRow.Cells.Add(rewardCell);
}
// Populate series with random data
for (int pointIndex = 0; pointIndex < Erp.Length; pointIndex++)
{
Chart1.Series["Series1"].Points.AddXY(Risk[pointIndex], Erp[pointIndex]);
// Chart1.Series["Series2"].Points.AddY(random.Next(5, 75));
}
// Set series chart type
Chart1.Series["Series1"].ChartType = SeriesChartType.Spline;
ChartArea area = new ChartArea();
Chart1.ChartAreas[0].AxisX.Minimum = 0;
Chart1.ChartAreas[0].AxisX.Maximum = 30;
//Chart1.Series["Series2"].ChartType = SeriesChartType.Spline;
// Set point labels
Chart1.Series["Series1"].IsValueShownAsLabel = true;
Chart1.Series["Series1"]["ShowMarkerLines"] = "True";
Chart1.ChartAreas[0].AxisX.IsMarginVisible = true;
Chart1.Series["Series1"].MarkerStyle = MarkerStyle.Diamond;
Chart1.ChartAreas[0].AxisX.Title = "Risk as Standard Deviation of Portfolio";
Chart1.ChartAreas[0].AxisY.Title = "Return Expected ";
Chart1.ChartAreas[0].AxisY2.LineWidth = 3;
//Chart1.Series["Series2"].IsValueShownAsLabel = true;
// Enable X axis margin
// Chart1.ChartAreas["ChartArea1"].AxisX.IsMarginVisible = true;
// Enable 3D, and show data point marker lines
// Chart1.Series["Series1"]["ShowMarkerLines"] = "True";
// Chart1.Series["Series2"]["ShowMarkerLines"] = "True";
}
